+108.0%
AMGN vs AR
+140.6%
-32.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.2% | -10.0% |
| 7D | -10.3% | -1.8% | -8.4% | -10.2% |
| 30D | -3.8% | +12.6% | -16.4% | -4.4% |
| 3M | +14.4% | +10.0% | +4.4% | +13.7% |
| 6M | +7.8% | +0.6% | +7.2% | +7.6% |
| YTD | +22.6% | +13.4% | +9.2% | +21.3% |
| 1Y | +44.2% | +21.7% | +22.5% | +42.0% |
| 3Y | +65.8% | +45.8% | +20.0% | +60.5% |
| 5Y | +108.0% | +144.3% | -36.3% | +89.8% |
| All | +108.0% | +140.6% | -32.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling